Are dogs completely immune to human colds and viruses?

Immune may not be the correct word, as it infers some association with the immunity system. Maybe resistant would be a more accurate word. Immunity comes about by being exposed to something that causes a response in a body, which not all things do. There are a number of diseases that can be passed from animals to humans, and back. Most are quite innocuous, some are serious, and most fall in between.

Human colds have no effect on dogs, but there is some suggestion that human influenza, in some form, sparks a condition in dogs somewhat like it.

Figure this out. Human measles virus will not be transmitted to dogs, BUT a vaccine made from human measles virus was shown to give protection from canine distemper in puppies, and has been the basis for a dog vaccine used for years to vaccinate puppies as early as 6 weeks of age. But, only if the mother didn't receive it when she was a pup.

Another, feline distemper (or panleucopenia), is a very serious disease in cats and kittens, as distemper is for dogs. The vaccination for it also gives early protection against parvo virus in dogs, and was the basis for some of the earliest vaccines against CPV, or canine parvovirus.

Diseases of significance that can be transmitted from animals to people are called Zoonotic disease, and are too numerous to be discussed here. Google 'zoonotic' and see the list of choices.